Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
From MaRDI portal
Publication:3545414
DOI10.1093/biomet/92.4.937zbMath1151.62301OpenAlexW2013805643WikidataQ56390554 ScholiaQ56390554MaRDI QIDQ3545414
Publication date: 10 December 2008
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/92.4.937
Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) General nonlinear regression (62J02)
Related Items
Model averaged double robust estimation, Toward an objective and reproducible model choice via variable selection deviation, Frequentist model averaging for envelope models, Groupwise partial envelope model: efficient estimation in multivariate linear regression, Estimating the Kullback–Liebler risk based on multifold cross‐validation, A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates, Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models, Scaled Partial Envelope Model in Multivariate Linear Regression, On model selection criteria for climate change impact studies, Model averaging prediction by \(K\)-fold cross-validation, On consistency for time series model selection, The no-free-lunch theorems of supervised learning, Best-subset model selection based on multitudinal assessments of likelihood improvements, Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency, Information criteria for Fay-Herriot model selection, Conditional Akaike information criterion in the Fay-Herriot model, Generating Empirical Core Size Distributions of Hedonic Games Using a Monte Carlo Method, Hypothesis tests for large density matrices of quantum systems based on Pauli measurements, Sparse estimators and the oracle property, or the return of Hodges' estimator, Minimal penalties for Gaussian model selection, Stability of feature selection in classification issues for high-dimensional correlated data, Estimation of linear composite quantile regression using EM algorithm, A penalized likelihood approach for investigating gene–drug interactions in pharmacogenetic studies, The Loss Rank Criterion for Variable Selection in Linear Regression Analysis, Scalable Hyperparameter Selection for Latent Dirichlet Allocation, Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis, Group variable selection via convex log‐exp‐sum penalty with application to a breast cancer survivor study, Model combining in factorial data analysis, Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA, Using invalid instruments on purpose: focused moment selection and averaging for GMM, Shrinkage Tuning Parameter Selection with a Diverging number of Parameters, Bootstrap order determination for ARMA models: a comparison between different model selection criteria, PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?, The use of random-effect models for high-dimensional variable selection problems, Copula based flexible modeling of associations between clustered event times, The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors, Moderately clipped Lasso, Statistical Problem Classes and Their Links to Information Theory, Efficient simultaneous partial envelope model in multivariate linear regression, Group selection via adjusted weighted least absolute deviation regression, Empirical Modeling: Choosing Models and Fitting Them to Data, Data envelopment analysis, truncated regression and double-bootstrap for panel data with application to Chinese banking, Variable selection in linear measurement error models via penalized score functions, Using experimental data and information criteria to guide model selection for reaction-diffusion problems in mathematical biology, Selection of error probability laws by generalized modified profile likelihood, Cubic rank transmuted distributions: inferential issues and applications, Selecting hidden Markov model state number with cross-validated likelihood, Prediction error identification of linear systems: a nonparametric Gaussian regression approach, Prediction error after model search, Automatic specification of piecewise linear additive models: application to forecasting natural gas demand, Fast and approximate exhaustive variable selection for generalised linear models with APES, Further asymptotic properties of the generalized information criterion, Prediction in several conventional contexts, A survey of Bayesian predictive methods for model assessment, selection and comparison, Variable selection for multivariate generalized linear models, Parsimonious Model Averaging With a Diverging Number of Parameters, Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures, Parametric or nonparametric? A parametricness index for model selection, Estimation and variable selection with exponential weights, Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma, Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach, Cross-validation for selecting a model selection procedure, Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator, Generalized ridge estimator and model selection criteria in multivariate linear regression, On the ``degrees of freedom of the lasso, Strong identifiability and optimal minimax rates for finite mixture estimation, Asymptotic analysis of model selection criteria for general hidden Markov models, Forecasting compositional risk allocations, Model selection with the loss rank principle, Shrinkage tuning parameter selection in precision matrices estimation, Non-monotonic penalizing for the number of structural breaks, Variable selection in ROC regression, A survey of cross-validation procedures for model selection, Variable Selection Using a Smooth Information Criterion for Distributional Regression Models, An \(R\)-square coefficient based on final prediction error, Consistent selection of the number of change-points via sample-splitting, Data science, big data and statistics, Maximum likelihood estimation for directional conditionally autoregressive models, Consistency of variational Bayes inference for estimation and model selection in mixtures, To Combine Forecasts or to Combine Information?, Simultaneous dimension reduction and clustering via the NMF-EM algorithm, On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models, Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process, Model selection in the presence of incidental parameters, The Nonnegative Matrix Factorization: Regularization and Complexity, Variable selection after screening: with or without data splitting?, Regression models with ordered multiple categorical predictors, Adaptive Order Determination for Constructing Time Series Forecasting Models, Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models, Simultaneous Factor Selection and Collapsing Levels in ANOVA, Order selection in finite mixtures of linear regressions, Optimal designs for model averaging in non-nested models, Prequential analysis of complex data with adaptive model reselection, AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION, On the distribution of the adaptive LASSO estimator, Inference for the Number of Topics in the Latent Dirichlet Allocation Model via Bayesian Mixture Modeling, A maximum likelihood method for an asymmetric MDS model, Estimation and Model Selection for Left-truncated and Right-censored Lifetime Data with Application to Electric Power Transformers Analysis, Sparse estimation in functional linear regression, Bayesian linear size-and-shape regression with applications to face data, Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction, Minimum description length revisited, Partially Linear Structure Selection in Cox Models with Varying Coefficients, On Hodges' superefficiency and merits of oracle property in model selection, On the predictive risk in misspecified quantile regression, On Cross-Validation for Sparse Reduced Rank Regression, Sparsity Oriented Importance Learning for High-Dimensional Linear Regression, Information criteria bias correction for group selection, Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models, Time-varying nonlinear regression models: nonparametric estimation and model selection, A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large, Subdata selection algorithm for linear model discrimination, A comparison of sampling grids, cut-off distance and type of residuals in parametric variogram estimation
